We study aspects of the hydrodynamics of one-dimensional totally asymmetric K-exclusion, building on the hydrodynamic limit of Seppalainen (1999). We prove that the weak solution chosen by the particle system is the unique one with maximal current past any fixed location. A uniqueness result is needed because we can prove neither differentiability nor strict concavity of the flux function, so we cannot use the Lax-Oleinik formula or jump conditions to define entropy solutions. Next we prove laws of large numbers for a second class particle in K-exclusion. The macroscopic trajectories of second class particles are characteristics and shocks of the conservation law for the particle density. In particular, we extend to K-exclusion Ferrari's result that the second class particle follows a macroscopic shock in the Riemann solution. The technical novelty of the proofs is a variational representation for the position of a second class particle, in the context of the variational coupling method.
These are the lecture notes for the mini-course at the PCMI graduate summer school in 2017. These notes are based on the article by Matetski, Quastel and Remenik arXiv:1701.00018 and give a self-contained exposition of construction of the KPZ fixed point.
We prove a weak law of large numbers for a tagged particle in a totally asymmetric exclusion process on the one-dimensional lattice. The particles are allowed to take long jumps but not pass each other. The object of the paper is to illustrate a special technique for proving such theorems. The method uses a coupling that mimics the Hopf-Lax formula from the theory of viscosity solutions of Hamilton-Jacobi equations.
Consider the Totally Asymmetric Simple Exclusion Process (TASEP) on the integer lattice $ \mathbb{Z} $. We study the functional Large Deviations of the integrated current $ \mathsf{h}(t,x) $ under the hyperbolic scaling of space and time by $ N $, i.e., $ \mathsf{h}_N(t,ξ) := \frac{1}{N}\mathsf{h}(Nt,Nξ) $. As hinted by the asymmetry in the upper- and lower-tail large deviations of the exponential Last Passage Percolation, the TASEP exhibits two types of deviations. One type of deviations occur with probability $ \exp(-O(N)) $, referred to as speed-$ N $; while the other with probability $ \ex…
We give a combinatorial description of the stationary measure for a totally asymmetric exclusion process (TASEP) with second class particles, on either Z or on the cycle Z_N. The measure is the image by a simple operation of the uniform measure on some larger finite state space. This reveals a combinatorial structure at work behind several results on the TASEP with second class particles.
A well-known result with respect to the one dimensional nearest-neighbor symmetric simple exclusion process is the convergence to fractional Brownian motion with Hurst parameter 1/4, in the sense of finite-dimensional distributions, of the subdiffusively rescaled current across the origin, and the subdiffusively rescaled tagged particle position. The purpose of this note is to improve this convergence to a functional central limit theorem, with respect to the uniform topology, and so complete the solution to a conjecture in the literature with respect to simple exclusion processes.
We describe the hydrodynamic behavior of the $k$-step exclusion process. Since the flux appearing in the hydrodynamic equation for this particle system is neither convex nor concave, the set of possible solutions include in addition to entropic shocks and continuous solutions those with contact discontinuities. We finish with a limit theorem for the tagged particle.
The time-integrated current of the TASEP has non-Gaussian fluctuations of order $t^{1/3}$. The recently discovered connection to random matrices and the Painlevé II Riemann-Hilbert problem provides a technique through which we obtain the probability distribution of the current fluctuations, in particular their dependence on initial conditions, and the stationary two-point function. Some open problems are explained.
We study a totally asymmetric simple exclusion process where jumps happen at rate one, except at the origin where the rate is lower. We prove a hydrodynamic scaling limit to a macroscopic profile described by a variational formula. The limit is valid for all values of the slow rate. The only assumption required is that a law of large numbers holds for the initial particle distribution. This includes also deterministic initial configurations. The hydrodynamic description contains as an unknown parameter the macroscopic rate at the origin, which is strictly larger than the microscopic slow rate.…
We study equilibrium fluctuations for a class of totally asymmetric zero-range type interacting particle systems. As a main result, we show that density fluctuation of our process converges to the stationary energy solution of the stochastic Burgers equation. As a special case, microscopic system we consider here is related to $q$-totally asymmetric simple exclusion processes ($q$-TASEPs) and our scaling limit corresponds to letting the quantum parameter $q$ to be one.
We prove a nonequilibirum central limit theorem for the position of a tagged particle in the one-dimensional nearest-neighbor symmetric simple exclusion process under diffusive scaling starting from a Bernoulli product measure associated to a smooth profile $ρ_0:\bb R\to [0,1]$.
The processes described in the title always have reversible stationary distributions. In this paper, we give sufficient conditions for the existence of, and for the nonexistence of, nonreversible stationary distributions. In the case of an i.i.d. environment, these combine to give a necessary and sufficient condition for the existence of nonreversible stationary distributions.
We consider totally asymmetric simple exclusion processes with n types of particle and holes ($n$-TASEPs) on $\mathbb {Z}$ and on the cycle $\mathbb {Z}_N$. Angel recently gave an elegant construction of the stationary measures for the 2-TASEP, based on a pair of independent product measures. We show that Angel's construction can be interpreted in terms of the operation of a discrete-time $M/M/1$ queueing server; the two product measures correspond to the arrival and service processes of the queue. We extend this construction to represent the stationary measures of an n-TASEP in terms of a sys…
We prove that the diffusion coefficient for the asymmetric exclusion process diverges at least as fast as $t^{1/4}$ in dimension $d=1$ and $(\log t)^{1/2}$ in $d=2$. The method applies to nearest and non-nearest neighbor asymmetric exclusion processes.
Laws of large numbers, starting from certain nonequilibrium measures, have been shown for the integrated current across a bond, and a tagged particle in one-dimensional symmetric nearest-neighbor simple exclusion [Ann. Inst. Henri Poincare Probab. Stat. 42 (2006) 567-577]. In this article, we prove corresponding large deviation principles and evaluate the rate functions, showing different growth behaviors near and far from their zeroes which connect with results in [J. Stat. Phys. 136 (2009) 1-15].
We consider the facilitated exclusion process, which is a nonergodic, kinetically constrained exclusion process. We show that in the hydrodynamic limit, its macroscopic behavior is governed by a free boundary problem. The particles evolve on the one-dimensional lattice according to jump rates which are degenerate, since they can vanish on non-trivial configurations and create distinct phases: indeed, configurations can be totally blocked (they cannot evolve under the dynamics), ergodic (they belong to an irreducible component), or transient (after a transitive period of time they will become e…
We study the large deviation functional of the current for the Weakly Asymmetric Simple Exclusion Process in contact with two reservoirs.We compare this functional in the large drift limit to the one of the Totally Asymmetric Simple Exclusion Process, in particular to the Jensen-Varadhan functional. Conjectures for generalizing the Jensen-Varadhan functional to open systems are also stated.
We study the large space and time scale behavior of a totally asymmetric, nearest-neighbor exclusion process in one dimension with random jump rates attached to the particles. When slow particles are sufficiently rare the system has a phase transition. At low densities there are no equilibrium distributions, and on the hydrodynamic scale the initial profile is transported rigidly. We elaborate this situation further by finding the correct order of the correction from the hydrodynamic limit, together with distributional bounds averaged over the disorder. We consider two settings, a macroscopica…
The totally asymmetric simple exclusion process (TASEP) on the one-dimensional lattice with the Bernoulli ρmeasure as initial conditions, 0<ρ<1, is stationary in space and time. Let N_t(j) be the number of particles which have crossed the bond from j to j+1 during the time span [0,t]. For j=(1-2ρ)t+2w(ρ(1-ρ))^{1/3} t^{2/3} we prove that the fluctuations of N_t(j) for large t are of order t^{1/3} and we determine the limiting distribution function F_w(s), which is a generalization of the GUE Tracy-Widom distribution. The family F_w(s) of distribution functions have been obtained before by Baik …
Let $J(t)$ be the the integrated flux of particles in the symmetric simple exclusion process starting with the product invariant measure $ν_ρ$ with density $ρ$. We compute its rescaled asymptotic variance: \[ \lim_{t\to\infty} t^{-1/2} \V J(t) = \sqrt{2/π} (1-ρ)ρ\] Furthermore we show that $t^{-1/4}J(t)$ converges weakly to a centered normal random variable with this variance. From these results we compute the asymptotic variance of a tagged particle in the nearest neighbor case and show the corresponding central limit theorem, results previously proven by Arratia.
We consider the asymmetric exclusion process with a driven tagged particle on Z which has different jump rates from other particles and show that the tagged particle can have a ballistic behavior when the non-tagged particles have non-nearest-neighbor jump rates. We show the existence of some non-trivial invariant measures for the environment process viewed from the tagged particle. Our arguments are based on coupling, the martingale approach, and analyzing currents through fixed bonds.
We study the equilibrium fluctuations of a tagged particle in finite-range simple exclusion processes on Z^d with biased single particle jump rates. It is known the variance of the tagged particle at time t is diffusive, that is on order O(t), in d\geq 3, and in d=1 when in addition the jump rate is nearest-neighbor, and moreover, in these cases, central limit theorems in diffusive scale have been proved. In this article, we give some partial results in the open cases in d\leq 2. Namely, we show diffusivity of the tagged particle variance at time t in the sense of some upper and lower bounds o…
We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We construct a renewal structure from which a LLN, a functional CLT and large deviation bounds for the random walk under the annealed measure follow. We further prove an Einstein relation under a suitable perturbation. A brief discussion on the topic of random walks in slowly mixing dynamic random environments is presented.
We prove that the variance of the current across a characteristic is of order t^{2/3} in a stationary constant rate totally asymmetric zero range process, and that the diffusivity has order t^{1/3}. This is a step towards proving universality of this scaling behavior in the class of one-dimensional interacting systems with one conserved quantity and concave hydrodynamic flux. The proof proceeds via couplings to show the corresponding moment bounds for a second class particle. We build on the methods developed by Balazs-Seppalainen for asymmetric simple exclusion. However, some modifications we…
We consider a finite range symmetric exclusion process on the integer lattice in any dimension. We interpret it as a non-elliptic time-dependent random conductance model by setting conductances equal to one over the edges with end points occupied by particles of the exclusion process and to zero elsewhere. We prove a law of large number and a central limit theorem for the random walk driven by such a dynamical field of conductances by using the Kipnis-Varhadan martingale approximation. Unlike the tagged particle in the exclusion process, which is in some sense similar to this model, this rando…
We investigate the fluctuations of cumulative density of particles in the asymmetric simple exclusion process with respect to the stationary distribution (also known as the steady state), as a stochastic process indexed by $[0,1]$. In three phases of the model and their boundaries within the fan region, we establish a complete picture of the scaling limits of the fluctuations of the density as the number of sites goes to infinity. In the maximal current phase, the limit fluctuation is the sum of two independent processes, a Brownian motion and a Brownian excursion. This extends an earlier resu…
The diffusivity $D(t)$ of finite-range asymmetric exclusion processes on $\mathbb Z$ with non-zero drift is expected to be of order $t^{1/3}$. Seppäläinen and Balázs recently proved this conjecture for the nearest neighbor case. We extend their results to general finite range exclusion by proving that the Laplace transform of the diffusivity is of the conjectured order. We also obtain a pointwise upper bound for $D(t)$ the correct order.
We consider finite-range asymmetric exclusion processes on $\mathbb Z$ with non-zero drift. The diffusivity $D(t)$ is expected to be of ${\mathcal O}(t^{1/3})$. We prove that $D(t)\ge Ct^{1/3}$ in the weak (Tauberian) sense that $\int_0^\infty e^{-λt}tD(t)dt \ge Cλ^{-7/3}$ as $λ\to 0$. The proof employs the resolvent method to make a direct comparison with the totally asymmetric simple exclusion process, for which the result is a consequence of the scaling limit for the two-point function recently obtained by Ferrari and Spohn. In the nearest neighbor case, we show further that $tD(t)$ is mono…
We consider a one-dimensional nearest-neighbor interacting particle system, which is a mixture of the simple exclusion process and the voter model. The state space is taken to be the countable set of the configurations that have a finite number of particles to the right of the origin and a finite number of empty sites to the left of it. We obtain criteria for the ergodicity and some other properties of this system using the method of Lyapunov functions.
We consider the asymmetric simple exclusion process (ASEP) on $\mathbb{Z}$ started from step initial data and obtain the exact Lyapunov exponents for $H_0(t)$, the integrated current of ASEP. As a corollary, we derive an explicit formula for the upper-tail large deviation rate function for $-H_0(t)$. Our result matches with the rate function for the integrated current of the totally asymmetric simple exclusion process (TASEP) obtained in [Johansson 00](arXiv:math/9903134).
For a sequence of i.i.d. random variables $\{ξ_x : x\in \bb Z\}$ bounded above and below by strictly positive finite constants, consider the nearest-neighbor one-dimensional simple exclusion process in which a particle at $x$ (resp. $x+1$) jumps to $x+1$ (resp. $x$) at rate $ξ_x$. We examine a quenched nonequilibrium central limit theorem for the position of a tagged particle in the exclusion process with bond disorder $\{ξ_x : x\in \bb Z\}$. We prove that the position of the tagged particle converges under diffusive scaling to a Gaussian process if the other particles are initially distribute…
The asymmetric exclusion process is an idealised stochastic model of transport, whose exact solution has given important insight into a general theory of nonequilibrium statistical physics. In this work, we consider a totally asymmetric exclusion process with multiple species of particles on a one-dimensional lattice in contact with reservoirs. We derive the exact nonequilibrium phase diagram for the system in the long time limit. We find two new phenomena in certain regions of the phase diagram: when the density of a species becomes zero throughout the system, and dynamical localisation when …
We show that if $μ$ is an invariant measure for the long range exclusion process putting no mass on the full configuration, $L$ is the formal generator of that process and $f$ is a cylinder function, then $Lf\in\mathbf{L}^1(dμ)$ and $\int Lf dμ=0$. This result is then applied to determine (i) the set of invariant and translation-invariant measures of the long range exclusion process on $\mathbb{Z}^d$ when the underlying random walk is irreducible; (ii) the set of invariant measures of the long range exclusion process on $\mathbb{Z}$ when the underlying random walk is irreducible and either has…
The one-dimensional totally asymmetric simple exclusion process (TASEP) is considered. We study the time evolution property of a tagged particle in TASEP with the step-type initial condition. Calculated is the multi-time joint distribution function of its position. Using the relation of the dynamics of TASEP to the Schur process, we show that the function is represented as the Fredholm determinant. We also study the scaling limit. The universality of the largest eigenvalue in the random matrix theory is realized in the limit. When the hopping rates of all particles are the same, it is found th…
